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Article
Title:
Testing for Episodic Predictability in Stock Returns
Authors:
Matei Demetrescu
(
U Kiel
)
Iliyan Georgiev
(
U Bologna
)
Paulo M. M. Rodrigues
(
Bank of Portugal
,
U Nova
)
A M Robert Taylor
(
U Essex
)
Journal:
Journal of Econometrics
Year:
2022
Volume:
227
Number:
1
Pages:
85-113
JEL code:
C58 - Financial Econometrics
DOI:
10.1016/j.jeconom.2020.01.001
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